Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1008808.0753 | -82946.5687 | -925861.5066 | -82037.6263 | 1441651.3091 | -1523688.9354 |
Total P&L (%) | -1008.8081 | -82.9466 | -925.8615 | -82.0376 | 1441.6513 | -1523.6889 |
Avg Daily Profit (%) | -0.543 | -0.0446 | -0.4983 | -0.0924 | 0.1473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317395 | -216939 | -137903 | -2081135 | -1080323 | -937375 |
Profit Factor | 0.3366 | 0.7673 | 0.2047 | 0.9792 | 1.8669 | 0.3343 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 66 | 33 | 33 | 50 | 26 | 24 |
Losing Trades | 16 | 8 | 8 | 32 | 15 | 17 |
Profitability (%) | 80.4878 | 80.4878 | 80.4878 | 60.9756 | 63.4146 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.0816 | 0.186 | 0.0496 | 0.6267 | 1.0771 | 0.2368 |
Largest Winning Trade | 35538 | 35538 | 31613 | 1123404 | 1123404 | 473126 |
Largest Losing Trade | -933858 | -57892 | -933858 | -933858 | -553167 | -933858 |
Avg Bars in Trades | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Winners | 16 | 17 | 14 | 45 | 60 | 30 |
Avg Bars in Losers | 157 | 213 | 100 | 39 | 47 | 33 |
Bars Traded | 3571 | 2272 | 1299 | 3571 | 2272 | 1299 |
Profit Streak | 29.6071 | 156.6071 | 29.6071 | 29.6071 | 156.6071 | 29.6071 |
Trades During Streak | 3 | 10 | 1 | 3 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583875 | -575245 | -576265 | -586389 | 353570 | -579095 |
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{ "first_band": { "type": "dema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604318400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759674854399, "expiration_time": 1764481536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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